+275.6%
INSM vs UPST
-92.3%
+367.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +3.9% |
| 7D | +14.4% | -4.5% | +18.9% | +14.9% |
| 30D | +18.8% | -15.3% | +34.1% | +21.0% |
| 3M | -11.3% | -32.4% | +21.1% | -7.4% |
| 6M | +17.9% | -29.5% | +47.4% | +21.8% |
| YTD | -31.3% | -53.3% | +22.0% | -26.3% |
| 1Y | -37.7% | -47.4% | +9.6% | -34.5% |
| 3Y | +403.1% | -2.2% | +405.3% | +336.9% |
| All | +275.6% | -92.3% | +367.9% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling